Open AccessForecasting the conditional volatility of stock indices using neural networks
Author(s) -
А.М. Цалкович,
П.В. Храпов
Publication year - 2013
Publication title -
inženernyj žurnal: nauka i innovacii
Language(s) - English
Resource type - Journals
ISSN - 2308-6033
DOI - 10.18698/2308-6033-2013-12-1158
Subject(s) - volatility (finance) , econometrics , artificial neural network , stock (firearms) , financial economics , economics , computer science , artificial intelligence , engineering , mechanical engineering